etf 4
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 33.33% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of May 25, 2025, the etf 4 returned -1.23% Year-To-Date and 12.60% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| etf 4 | -1.23% | 5.75% | -2.60% | 11.32% | 16.29% | 12.60% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.30% | 5.97% | -3.22% | 10.31% | 15.52% | 11.97% |
SCHG Schwab U.S. Large-Cap Growth ETF | -3.17% | 8.23% | -1.72% | 12.91% | 18.22% | 15.64% |
VYM Vanguard High Dividend Yield ETF | 0.26% | 2.97% | -3.53% | 9.64% | 14.06% | 9.59% |
Monthly Returns
The table below presents the monthly returns of etf 4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.95% | -1.55% | -5.66% | -0.93% | 4.26% | -1.23% | |||||||
| 2024 | 1.49% | 4.95% | 3.53% | -4.01% | 4.61% | 3.26% | 1.93% | 2.12% | 1.98% | -0.51% | 6.44% | -2.38% | 25.48% |
| 2023 | 6.41% | -2.36% | 3.55% | 1.24% | 0.57% | 6.35% | 3.74% | -1.76% | -4.48% | -2.31% | 8.95% | 5.09% | 26.86% |
| 2022 | -5.16% | -2.63% | 3.53% | -8.86% | 0.24% | -8.02% | 8.95% | -3.81% | -9.06% | 8.26% | 5.18% | -5.78% | -17.86% |
| 2021 | -0.54% | 2.71% | 4.11% | 5.09% | 0.57% | 2.58% | 1.87% | 2.95% | -4.37% | 6.84% | -1.13% | 3.92% | 26.94% |
| 2020 | 0.07% | -8.06% | -12.65% | 12.70% | 5.14% | 1.89% | 5.52% | 6.75% | -3.39% | -2.17% | 11.38% | 4.16% | 19.84% |
| 2019 | 7.88% | 3.53% | 1.52% | 3.77% | -6.31% | 6.93% | 1.34% | -1.71% | 1.98% | 2.12% | 3.56% | 2.84% | 30.21% |
| 2018 | 5.50% | -3.76% | -2.19% | 0.40% | 2.76% | 0.57% | 3.35% | 3.19% | 0.40% | -6.76% | 2.20% | -8.80% | -4.11% |
| 2017 | 1.78% | 3.82% | 0.14% | 1.08% | 1.24% | 0.74% | 2.06% | 0.34% | 2.18% | 2.31% | 3.05% | 1.23% | 21.84% |
| 2016 | -5.19% | 0.21% | 6.87% | 0.31% | 1.71% | 0.43% | 3.77% | 0.06% | 0.14% | -2.01% | 3.83% | 1.94% | 12.21% |
| 2015 | -2.31% | 5.74% | -1.27% | 0.71% | 1.11% | -1.92% | 1.90% | -5.92% | -2.67% | 8.20% | 0.36% | -1.84% | 1.31% |
| 2014 | -3.19% | 4.55% | 0.77% | 0.74% | 2.35% | 2.31% | -1.53% | 4.06% | -1.62% | 2.69% | 2.86% | -0.53% | 13.96% |
Expense Ratio
etf 4 has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of etf 4 is 40, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.55 | 0.82 | 1.12 | 0.51 | 1.90 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.56 | 0.90 | 1.12 | 0.57 | 1.88 |
VYM Vanguard High Dividend Yield ETF | 0.63 | 0.82 | 1.11 | 0.56 | 2.18 |
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Dividends
Dividend yield
etf 4 provided a 1.55% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.55% | 1.47% | 1.67% | 1.74% | 1.47% | 1.71% | 1.88% | 2.24% | 1.84% | 1.96% | 2.14% | 1.88% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.42% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
VYM Vanguard High Dividend Yield ETF | 2.90% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the etf 4. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the etf 4 was 33.97%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current etf 4 drawdown is 5.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -24.04% | Jan 4, 2022 | 195 | Oct 12, 2022 | 293 | Dec 12, 2023 | 488 |
| -19.02% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -18.86% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -18.11% | Jul 8, 2011 | 61 | Oct 3, 2011 | 84 | Feb 2, 2012 | 145 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VYM | SCHG | VTI | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.89 | 0.95 | 0.99 | 1.00 |
| VYM | 0.89 | 1.00 | 0.74 | 0.89 | 0.90 |
| SCHG | 0.95 | 0.74 | 1.00 | 0.95 | 0.95 |
| VTI | 0.99 | 0.89 | 0.95 | 1.00 | 1.00 |
| Portfolio | 1.00 | 0.90 | 0.95 | 1.00 | 1.00 |